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Numerical Analysis of a System of Singularly Perturbed Convection-Diffusion Equations Related to Optimal Control

Published online by Cambridge University Press:  28 May 2015

Hans-Görg Roos*
Affiliation:
Technische Universität Dresden, Institut für Numerische Mathematik, 01062 Dresden, Germany
Christian Reibiger*
Affiliation:
Technische Universität Dresden, Institut für Numerische Mathematik, 01062 Dresden, Germany
*
Corresponding author.Email address:[email protected]
Corresponding author.Email address:[email protected]
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Abstract

We consider an optimal control problem with an 1D singularly perturbed differential state equation. For solving such problems one uses the enhanced system of the state equation and its adjoint form. Thus, we obtain a system of two convection-diffusion equations. Using linear finite elements on adapted grids we treat the effects of two layers arising at different boundaries of the domain. We proof uniform error estimates for this method on meshes of Shishkin type. We present numerical results supporting our analysis.

Type
Research Article
Copyright
Copyright © Global Science Press Limited 2011

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